Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49718.57 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45671.03 Kr¶

PnL: ---------------------------------------> 615.03 Kr¶

DD now: ---------------------------------> -6.404 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 09:00:02.369374'

Anic Portfolio¶

Today¶

Return: 0.0 %¶

This Week¶

Return: 0.843 %¶

Total portfolio value¶

Return including deposits: 62.766 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.760000 1655.100000 186.100000 12.670000 1468.999998
Orrön Energy 180 0.000000 2202.300000 159.300000 7.800000 2043.000000
Sedana Medical 93 0.000000 2661.660000 140.660000 5.580000 2521.000011
Atrium Ljungberg B 5 0.000000 995.000000 60.000000 6.420000 935.000000
Platzer Fastigheter Holding B 12 0.000000 1020.000000 59.000000 6.140000 960.999996
VEF 909 -0.100000 1907.080000 57.080000 3.090000 1850.000436
Catena 2 0.000000 838.800000 46.800000 5.910000 792.000000
Sagax B 4 0.000000 897.200000 43.200000 5.060000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.000000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 0.000000 1001.760000 34.760000 3.590000 966.999996
JM 6 -1.130000 892.200000 28.200000 3.260000 864.000000
BioGaia B 8 0.000000 950.400000 20.400000 2.190000 930.000000
Bilia A 8 0.170000 917.600000 17.600000 1.960000 900.000000
Byggmax Group 33 0.000000 973.500000 17.500000 1.830000 956.000001
Biotage 7 0.000000 957.600000 16.600000 1.760000 940.999997
Clas Ohlson B 12 0.000000 984.000000 11.000000 1.130000 972.999996
Gränges 9 -0.570000 936.900000 8.900000 0.960000 927.999999
HEXPOL B 9 0.000000 1027.800000 6.800000 0.670000 1020.999996
OX2 13 0.000000 954.850000 4.850000 0.510000 949.999999
AcadeMedia 8 0.000000 406.400000 4.400000 1.090000 402.000000
EQT 4 0.000000 836.400000 4.400000 0.530000 832.000000
ASSA ABLOY B 3 0.000000 779.700000 0.700000 0.090000 779.000001
Nordic Waterproofing Holding 7 0.000000 953.400000 -13.600000 -1.410000 966.999999
Alimak Group 11 -0.600000 913.000000 -15.000000 -1.620000 927.999996
Addnode Group B 11 0.000000 902.000000 -19.000000 -2.060000 921.000003
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 0.000000 918.250000 -21.750000 -2.310000 940.000000
Hexagon B 26 0.000000 3433.300000 -27.700000 -0.800000 3461.000010
Indutrade 5 0.000000 1190.000000 -28.000000 -2.300000 1218.000000
Vitec Software Group B 2 0.000000 1059.000000 -28.000000 -2.580000 1087.000000
Latour B 4 0.000000 816.000000 -41.000000 -4.780000 857.000000
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Bufab 3 0.000000 1050.600000 -58.400000 -5.270000 1109.000001
BHG Group 97 0.000000 1381.280000 -77.720000 -5.330000 1458.999989
TOTAL 45671.030000 615.030000 -6.40391% 45056.000411

Updated:¶

'2023-07-05 09:00:22.152147'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶